+718.9%
AVGO vs ROP
-14.2%
+733.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.9% | +5.8% | +4.2% |
| 7D | -0.3% | -5.4% | +5.1% | +2.0% |
| 30D | -13.8% | -1.6% | -12.2% | -13.5% |
| 3M | -6.9% | +18.8% | -25.8% | -16.1% |
| 6M | +11.9% | +8.2% | +3.7% | +5.8% |
| YTD | +6.9% | -10.5% | +17.4% | +13.2% |
| 1Y | +7.4% | -23.7% | +31.2% | +26.3% |
| 3Y | +345.6% | -17.9% | +363.4% | +387.4% |
| 5Y | +718.9% | -15.3% | +734.2% | +736.3% |
| All | +718.9% | -14.2% | +733.1% | +736.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ROP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling